ECBOT 10 Year T-Note Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
123-270 |
123-230 |
-0-040 |
-0.1% |
123-060 |
High |
123-270 |
123-230 |
-0-040 |
-0.1% |
123-270 |
Low |
123-110 |
123-230 |
0-120 |
0.3% |
123-060 |
Close |
123-120 |
123-230 |
0-110 |
0.3% |
123-120 |
Range |
0-160 |
0-000 |
-0-160 |
-100.0% |
0-210 |
ATR |
0-083 |
0-085 |
0-002 |
2.3% |
0-000 |
Volume |
1,048 |
226 |
-822 |
-78.4% |
2,934 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-230 |
123-230 |
123-230 |
|
R3 |
123-230 |
123-230 |
123-230 |
|
R2 |
123-230 |
123-230 |
123-230 |
|
R1 |
123-230 |
123-230 |
123-230 |
123-230 |
PP |
123-230 |
123-230 |
123-230 |
123-230 |
S1 |
123-230 |
123-230 |
123-230 |
123-230 |
S2 |
123-230 |
123-230 |
123-230 |
|
S3 |
123-230 |
123-230 |
123-230 |
|
S4 |
123-230 |
123-230 |
123-230 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-140 |
125-020 |
123-236 |
|
R3 |
124-250 |
124-130 |
123-178 |
|
R2 |
124-040 |
124-040 |
123-158 |
|
R1 |
123-240 |
123-240 |
123-139 |
123-300 |
PP |
123-150 |
123-150 |
123-150 |
123-180 |
S1 |
123-030 |
123-030 |
123-101 |
123-090 |
S2 |
122-260 |
122-260 |
123-082 |
|
S3 |
122-050 |
122-140 |
123-062 |
|
S4 |
121-160 |
121-250 |
123-004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-270 |
123-070 |
0-200 |
0.5% |
0-078 |
0.2% |
80% |
False |
False |
611 |
10 |
123-270 |
122-210 |
1-060 |
1.0% |
0-050 |
0.1% |
89% |
False |
False |
322 |
20 |
124-100 |
122-210 |
1-210 |
1.3% |
0-028 |
0.1% |
64% |
False |
False |
165 |
40 |
124-310 |
122-210 |
2-100 |
1.9% |
0-014 |
0.0% |
46% |
False |
False |
83 |
60 |
124-310 |
122-170 |
2-140 |
2.0% |
0-011 |
0.0% |
49% |
False |
False |
56 |
80 |
124-310 |
122-110 |
2-200 |
2.1% |
0-010 |
0.0% |
52% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-230 |
2.618 |
123-230 |
1.618 |
123-230 |
1.000 |
123-230 |
0.618 |
123-230 |
HIGH |
123-230 |
0.618 |
123-230 |
0.500 |
123-230 |
0.382 |
123-230 |
LOW |
123-230 |
0.618 |
123-230 |
1.000 |
123-230 |
1.618 |
123-230 |
2.618 |
123-230 |
4.250 |
123-230 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-217 |
PP |
123-230 |
123-203 |
S1 |
123-230 |
123-190 |
|